Equity-linked life insurance based on traditional products: the case of select products
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Publication:1689023
DOI10.1007/s13385-017-0157-zzbMath1405.91244OpenAlexW2743845637MaRDI QIDQ1689023
Alexander Bohnert, Maria Alexandrova, Nadine Gatzert, Jochen Ruß
Publication date: 12 January 2018
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-017-0157-z
Related Items (6)
The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk ⋮ Return smoothing in life insurance from a client perspective ⋮ Cross-subsidizing effects between existing and new policyholders in traditional life insurance ⋮ What to offer if consumers do not want what they need? A simultaneous evaluation approach with an application to retirement savings products ⋮ Runoff or redesign? Alternative guarantees and new business strategies for participating life insurance ⋮ Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy
Cites Work
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- Accounting and actuarial smoothing of retirement payouts in participating life annuities
- Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims
- An equilibrium characterization of the term structure
- Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility
- Pricing Perpetual Fund Protection with Withdrawal Option
- Valuing Equity-Indexed Annuities
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